Works matching Mathematical models of investments

Results: 1053

МАТЕМАТИЧНА МОДЕЛЬ АНАЛІЗУ ЧУТЛИВОСТІ ЕКОНОМІЧНОЇ ЕФЕКТИВНОСТІ ІНВЕСТИЦІЙНОГО ПРОЕКТУ ВІТРОВОЇ ЕЛЕКТРОСТАНЦІЇ

Published in:

Renewable Energy / Vidnovluvana Energetyka, 2020, v. 62, n. 3, p. 42, doi. 10.36296/1819-8058.2020.3(62).42-50

By:

Тучинський, Б. Г.;
Кудря, С. О.;
Точений, В. А.;
Іванченко, І. В.

Publication type:

Article

OPTIMAL SEQUENTIAL INVESTMENT DECISIONS UNDER CONDITIONS OF UNCERTAINTY.

Published in:

Management Science, 1983, v. 29, n. 1, p. 118, doi. 10.1287/mnsc.29.1.118

By:

Prastacos, Gregory P.

Publication type:

Article

A SUSTAINABLE DEVELOPMENT GOALS-BASED MATHEMATICAL MODEL FOR SELECTING OIL AND GAS INVESTMENT PROJECTS UNDER UNCERTAINTY AND LIMITED RESOURCES.

Published in:

Advanced Mathematical Models & Applications, 2023, v. 8, n. 3, p. 502

By:

Pervukhin, Dmitry;
Davardoost, Hadi;
Kotov, Dmitry;
Ilyukhina, Yana;
Hasanov, Kanan

Publication type:

Article

Consideration of Investment Tax Credit in a Multiperiod Mathematical Programming Model of Farm Growth.

Published in:

American Journal of Agricultural Economics, 1980, v. 62, n. 1, p. 152, doi. 10.2307/1239485

By:

Reid, Donald W.;
Musser, Wesley N.;
Martin Jr., Neil R.

Publication type:

Article

Analyzing Active Investment Strategies.

Published in:

Journal of Portfolio Management, 2006, v. 33, n. 1, p. 56, doi. 10.3905/jpm.2006.661373

By:

Ammann, Manuel;
Kessler, Stephan;
Tobler, Jürg

Publication type:

Article

Model-Based Transition Management.

Published in:

Journal of Portfolio Management, 2006, v. 33, n. 1, p. 37, doi. 10.3905/jpm.2006.661369

By:

Molenkamp, Jan Bertus

Publication type:

Article

Chaos: Significance, Mechanism, and Economic Applications.

Published in:

Journal of Economic Perspectives, 1989, v. 3, n. 1, p. 77, doi. 10.1257/jep.3.1.77

By:

Baumol, William J.;
Benhabib, Jess

Publication type:

Article

A NOTE ON THE PAYBACK METHOD.

Published in:

Journal of Financial & Quantitative Analysis, 1968, v. 3, n. 4, p. 433, doi. 10.2307/2329583

By:

Levy, Haim

Publication type:

Article

Analysis of Mechanisms of Production Investment Stimulation in an Imperfect Capital Market Based on a Mathematical Model.

Published in:

Computational Mathematics & Mathematical Physics, 2023, v. 63, n. 3, p. 369, doi. 10.1134/S0965542523030107

By:

Obrosova, N. K.;
Shananin, A. A.

Publication type:

Article

Option Pricing Model to Analyze Cost–Benefit Trade-Offs of ADR Investments in AEC Projects.

Published in:

Journal of Construction Engineering & Management, 2009, v. 135, n. 3, p. 156, doi. 10.1061/(ASCE)0733-9364(2009)135:3(156)

By:

Menassa, Carol C.;
Mora, Feniosky Peña;
Pearson, Neil

Publication type:

Article

Finding Good Bets in the Lottery, and Why You Shouldn't Take Them.

Published in:

American Mathematical Monthly, 2010, v. 117, n. 1, p. 3, doi. 10.4169/000298910X474952

By:

Abrams, Aaron;
Garibaldi, Skip

Publication type:

Article

Optimal time-phasing of investment: A consolidated spurious model.

Published in:

Applied Economics Letters, 1995, v. 2, n. 10, p. 321, doi. 10.1080/758518979

By:

Pasqual, Joan;
Tarrio, Jose-Antonio

Publication type:

Article

Investment in Greek manufacturing under irreversibility and uncertainty: the message in used capital expenditures.

Published in:

Applied Economics, 2010, v. 42, n. 14, p. 1797, doi. 10.1080/00036840701736040

By:

Drakos, Konstantinos Dimitrios;
Goulas, Eleftherios

Publication type:

Article

USING TECHNICAL ANALYSIS FOR PORTFOLIO SELECTION AND POST-INVESTMENT ANALYSIS.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2016, v. 50, n. 1, p. 197

By:

TURCAŞ, Florin;
DUMITER, Florin;
BRAICA, Alexandra;
BREZEANU, Petre;
OPREȚ, Anca

Publication type:

Article

Inheriting Losers.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 786, doi. 10.1093/rfs/hhq084

By:

Jin, Li;
Scherbina, Anna

Publication type:

Article

Biases in Decomposing Holding-Period Portfolio Returns.

Published in:

Review of Financial Studies, 2008, v. 21, n. 5, p. 2243, doi. 10.1093/rfs/hhl034

By:

Weimin Liu;
Strong, Norman

Publication type:

Article

Transaction Costs and the Pricing of Assets.

Published in:

Journal of Finance (Wiley-Blackwell), 1981, v. 36, n. 3, p. 583, doi. 10.1111/j.1540-6261.1981.tb00646.x

By:

MAYSHAR, JORAM

Publication type:

Article

Evaluating and Comparing Projects: Simple Detection of False Alarms.

Published in:

Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 5, p. 1231, doi. 10.1111/j.1540-6261.1979.tb00068.x

By:

PRATT, JOHN W.;
HAMMOND III, JOHN S.

Publication type:

Article

WEAKLY NONLINEAR ANALYSIS OF THE HAMILTON-JACOBI-BELLMAN EQUATION ARISING FROM PENSION SAVINGS MANAGEMENT.

Published in:

International Journal of Numerical Analysis & Modeling, 2010, v. 7, n. 4, p. 619

By:

Macová, Zuzana;
Ševčovič, Daniel

Publication type:

Article

OPTIMAL FINANCIAL POLICY IN IMPERFECT MARKETS.

Published in:

Journal of Financial & Quantitative Analysis, 1975, v. 10, n. 3, p. 457, doi. 10.2307/2330491

By:

Lloyd-Davies, Peter R.

Publication type:

Article

AN EFFICIENT ALGORITHM FOR SOLVING LARGE-SCALE PORTFOLIO PROBLEMS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 1, p. 627, doi. 10.2307/2330131

By:

Breen, Willaim;
Jackson, Richard

Publication type:

Article

The Impact of U.S. Individual and Institutional Investor Sentiment on Foreign Stock Markets.

Published in:

Journal of Behavioral Finance, 2006, v. 7, n. 3, p. 128, doi. 10.1207/s15427579jpfm0703_2

By:

Verma, Raul;
Soydemir, Gökçe

Publication type:

Article

Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach.

Published in:

Management Science, 2007, v. 53, n. 1, p. 135, doi. 10.1287/mnsc.1060.0596

By:

Briec, Walter;
Kerstens, Kristiaan;
Jokung, Octave

Publication type:

Article

Information Technology Effects on Firm Performance as Measured by Tobin's q.

Published in:

Management Science, 1999, v. 45, n. 7, p. 1008, doi. 10.1287/mnsc.45.7.1008

By:

Bharadwaj, Anandhi S.;
Bharadwaj, Sundar C.;
Konsynski, Benn R.

Publication type:

Article

A minimax portfolio selection rule with linear programming solution.

Published in:

Management Science, 1998, v. 44, n. 5, p. 643, doi. 10.1287/mnsc.44.5.673

By:

Young, Martin R.

Publication type:

Article

Estimating the cost of capital through time: An analysis of the sources of error.

Published in:

Management Science, 1998, v. 44, n. 4, p. 485, doi. 10.1287/mnsc.44.4.485

By:

Ferson, Wayne E.;
Locke, Dennis H.

Publication type:

Article

Project Evaluation and Control in Decentralized Firms: Is Capital Rationing Always Optimal?

Published in:

Management Science, 1995, v. 41, n. 8, p. 1404, doi. 10.1287/mnsc.41.8.1404

By:

Paik, Tae-Young;
Sen, Pradyot K.

Publication type:

Article

Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market.

Published in:

Management Science, 1995, v. 41, n. 7, p. 1151, doi. 10.1287/mnsc.41.7.1151

By:

Lee, Shawin;
Chang, Kuo-Ping

Publication type:

Article

THE CAPM AND THE CALENDAR: EMPIRICAL ANOMALIES AND THE RISK RETURN RELATIONSHIP.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1543, doi. 10.1287/mnsc.38.11.1543

By:

Bram Cadsby, Charles

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL WITH DIVERSE HOLDING PERIODS.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1529

By:

Samuelson, Paul A.

Publication type:

Article

MEAN LOWER PARTIAL MOMENT VALUATION AND LOGNORMALLY DISTRIBUTED RETURNS.

Published in:

Management Science, 1988, v. 34, n. 4, p. 446, doi. 10.1287/mnsc.34.4.446

By:

Lee, Wayne Y.;
Rao, Ramesh K. S.

Publication type:

Article

A NOTE ON THE USE OF THE CAPM AS A STRATEGIC PLANNING TOOL.

Published in:

Management Science, 1985, v. 31, n. 12, p. 1589, doi. 10.1287/mnsc.31.12.1589

By:

Boardman, Anthony E.;
Carruthers, Norman E.

Publication type:

Article

Los modelos matemáticos en la identificación de riesgos para evaluación de inversiones en el sector cooperativo.

Published in:

Cooperativismo y Desarrollo (COODES), 2017, v. 5, n. 2, p. 197

By:

Guerra Hidalgo, Marianela;
Mata Valera, Milagros

Publication type:

Article

ОПТИМІЗАЦІЯ РОЗПОДІЛУ КАПІТАЛЬНИХ ІНВЕСТИЦІЙ НА ОСНОВІ ДИНАМІЧНОЇ ЕКОНОМІКО-МАТЕМАТИЧНОЇ МОДЕЛІ.

Published in:

Cybernetics & Systems Analysis / Kibernetiki i Sistemnyj Analiz, 2024, n. 3, p. 45

By:

ГУПАЛ, А. М.;
ПАШКО, С. В.

Publication type:

Article

Optimal investment with stopping in finite horizon.

Published in:

2014

By:

Xiongfei Jian;
Xun Li;
Fahuai Yi

Publication type:

Abstract

Penalty Algorithm Based on Conjugate Gradient Method for Solving Portfolio Management Problem.

Published in:

Journal of Inequalities & Applications, 2009, v. 2009, p. 1, doi. 10.1155/2009/970723

By:

Zhong Wan;
ShaoJun Zhang;
YaLin Wang

Publication type:

Article

THE INFORMATION TECHNOLOGY REVOLUTION AND THE PUZZLING TRENDS IN TOBIN'S AVERAGE q.

Published in:

International Economic Review, 2007, v. 48, n. 3, p. 929, doi. 10.1111/j.1468-2354.2007.00450.x

By:

Peralta-Alva, Adrian

Publication type:

Article

Intertemporal Cournot and Walras Equilibria: An Illustration.

Published in:

International Economic Review, 2002, v. 43, n. 1, p. 137, doi. 10.1111/1468-2354.t01-1-00006

By:

Cordella, Tito;
Datta, Manjira

Publication type:

Article

The effect on optimal portfolios of changing the return to a risky asset: The case of dependent...

Published in:

International Economic Review, 1994, v. 35, n. 3, p. 603, doi. 10.2307/2527076

By:

Meyer, Jack;
Ormiston, Michael B.

Publication type:

Article

SPANNING, PARENTO OPTIMALITY, AND THE MEAN-VARIANCE MODEL.

Published in:

International Economic Review, 1983, v. 24, n. 3, p. 649, doi. 10.2307/2648792

By:

Bosshardt, Donald I.

Publication type:

Article

Risk Premia in the Futures and Forward Markets.

Published in:

Journal of Futures Markets, 1993, v. 13, n. 4, p. 357, doi. 10.1002/fut.3990130404

By:

Cooper, Rick

Publication type:

Article

Tobin's q-ratio and market reaction to capital investment...

Published in:

Financial Review, 1997, v. 32, n. 3, p. 449, doi. 10.1111/j.1540-6288.1997.tb00434.x

By:

Blose, Lauerence E.;
Shieh, Joseph C.P.

Publication type:

Article

Graphical portfolio analysis.

Published in:

Financial Review, 1996, v. 31, n. 4, p. 869, doi. 10.1111/j.1540-6288.1996.tb00901.x

By:

Rodriguez, Ricardo J.

Publication type:

Article

The binomial model and risk neutrality: Some important details.

Published in:

Financial Review, 1995, v. 30, n. 3, p. 605, doi. 10.1111/j.1540-6288.1995.tb00848.x

By:

Nawalkha, Sanjay K.;
Chambers, Donald R.

Publication type:

Article

Identifying factors consistently related to Value Line earnings predictability.

Published in:

Financial Review, 1995, v. 30, n. 3, p. 445, doi. 10.1111/j.1540-6288.1995.tb00841.x

By:

Luttman, Suzanne M.;
Silhan, Peter

Publication type:

Article

A test of Stultz's overinvestment hypothesis.

Published in:

Financial Review, 1995, v. 30, n. 3, p. 387, doi. 10.1111/j.1540-6288.1995.tb00838.x

By:

Klock, Mark;
Thies, Clifford F.

Publication type:

Article

Dividend Tax Cut and Security Prices: Examining the Effect of the Jobs and Growth Tax Relief Reconciliation Act of 2003.

Published in:

Financial Management (Wiley-Blackwell), 2007, v. 36, n. 4, p. 89

By:

Gadarowski, Christopher;
Meric, Gulser;
Welsh, Carol;
Meric, Ilhan

Publication type:

Article

Mean-Variance Preferences and Investor Behaviour.

Published in:

Economic Journal, 2001, v. 111, n. 474, p. 849, doi. 10.1111/1468-0297.00662

By:

Ormiston, Michael B.;
Schlee, Edward E.

Publication type:

Article

LEARNING ABOUT OTHERS' ACTIONS AND THE INVESTMENT ACCELERATOR.

Published in:

Economic Journal, 1993, v. 103, n. 417, p. 318, doi. 10.2307/2234770

By:

Acemoglu, Daron

Publication type:

Article

Core Earnings Uncertainty, Dividend Change Announcements and the Reduction of Covariance Component Risks.

Published in:

Journal of Business Finance & Accounting, 2015, v. 42, n. 9/10, p. 1175, doi. 10.1111/jbfa.12129

By:

Dempsey, Stephen J.;
Harrison, David M.;
Sheng, Hainan

Publication type:

Article